watermark

I have begun putting watermarks on images because of rampant theft on the Internet. (Paint.Net is good for this, and free.) Someone warned me not to use MS fonts or I'll lose my rights to the images. From what I've read, that does not sound possible. What do you think of this comment?

"Do not watermark using Microsoft’s “free” fonts, at that conveys maximum legal copyright in the “derived works” to them."

If that's true, then I'll need to find something plain and simple to substitute for Arial.